Computational Management Science

2003 - 2025

Current editor(s): Ruediger Schultz

From Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 22, issue 1, 2025

University course timetabling with multi-section courses, room stability and lecturer preferences: an application in a business school pp. 1-22

Akin Ozkan, Aydin Ulucan, Ceren Dirik and Kazim Baris Atici

Markov decision processes for inland empty container inventory management pp. 1-23

Benedikt Sommer, Sangmin Lee, Klaus Kähler Holst and Trine Krogh Boomsma

Sample size determination: posterior distributions proximity pp. 1-16

Nikita Kiselev and Andrey Grabovoy

Theoretical results for gas market equilibrium modeling with application to Brazil pp. 1-48

Steven A. Gabriel, Dominic C. Flocco, Filipe Ferreira Mazzini, David Sotelo, Kamaiaji de Souza Castor and Mario Levorato

Volume 21, issue 2, 2024

A bilevel optimization approach of energy transition in freight transport: SOS1 method and application to the Ecuadorian case pp. 1-30

Daniel Villamar and Didier Aussel

Connection between higher order measures of risk and stochastic dominance pp. 1-28

Alois Pichler

Procurement auctions with losses pp. 1-20

Benjamin Heymann and Alejandro Jofré

Optimal liquidation policies of redeemable shares pp. 1-32

Anna Battauz and Francesco Rotondi

Optimizing hedonic editing for multiple outcomes: an algorithm pp. 1-25

Martín Egozcue and Luis Fuentes García

Some robust inverse median problems on trees with interval costs pp. 1-25

Le Xuan Dai, Kien Trung Nguyen, Le Phuong Thao and Pham Thi Vui

Policy with guaranteed risk-adjusted performance for multistage stochastic linear problems pp. 1-25

Lucas Merabet, Bernardo Freitas Paulo Costa and Vincent Leclere

Applying and benchmarking a stochastic programming-based bidding strategy for day-ahead hydropower scheduling pp. 1-24

Kristine Klock Fleten, Ellen Krohn Aasgård, Liyuan Xing, Hanne Høie Grøttum, Stein-Erik Fleten and Odd Erik Gundersen

Volume 21, issue 1, 2024

Decomposition methods for multi-horizon stochastic programming pp. 1-24

Hongyu Zhang, Ignacio E. Grossmann and Asgeir Tomasgard

Evaluation of strategy portfolios pp. 1-27

Anlan Wang, Aleš Kresta and Tomáš Tichý

Decomposition methods for monotone two-time-scale stochastic optimization problems pp. 1-37

Tristan Rigaut, Pierre Carpentier, Jean-Philippe Chancelier and Michel Lara

Decentralized optimization with affine constraints over time-varying networks pp. 1-23

Demyan Yarmoshik, Alexander Rogozin and Alexander Gasnikov

A distributed approach to meteorological predictions: addressing data imbalance in precipitation prediction models through federated learning and GANs pp. 1-23

Elaheh Jafarigol and Theodore B. Trafalis

Optimal investment by large consumers in an electricity market with generator market power pp. 1-56

Pranjal Pragya Verma, Mohammad Reza Hesamzadeh, Steffen Rebennack, Derek Bunn, K. Shanti Swarup and Dipti Srinivasan

Primal-dual gradient methods for searching network equilibria in combined models with nested choice structure and capacity constraints pp. 1-33

Meruza Kubentayeva, Demyan Yarmoshik, Mikhail Persiianov, Alexey Kroshnin, Ekaterina Kotliarova, Nazarii Tupitsa, Dmitry Pasechnyuk, Alexander Gasnikov, Vladimir Shvetsov, Leonid Baryshev and Alexey Shurupov

A multiobjective optimization approach for threshold determination in extreme value analysis for financial time series pp. 1-14

Carlin C. F. Chu and Simon S. W. Li

Affiliations based bibliometric analysis of publications on parkinson’s disease pp. 1-14

Fuad Aleskerov, Olga Khutorskaya, Viacheslav Yakuba, Anna Stepochkina and Ksenia Zinovyeva

Handling of long-term storage in multi-horizon stochastic programs pp. 1-26

Michal Kaut

Emergency exit layout planning using optimization and agent-based simulation pp. 1-25

Maren S. Barth, Katharina Palm, Henrik Andersson, Tobias A. Granberg, Anders N. Gullhav and Andreas Krüger

Decentralized optimization over slowly time-varying graphs: algorithms and lower bounds pp. 1-25

Dmitry Metelev, Aleksandr Beznosikov, Alexander Rogozin, Alexander Gasnikov and Anton Proskurnikov

Predicting Airbnb pricing: a comparative analysis of artificial intelligence and traditional approaches pp. 1-25

Nicola Camatti, Giacomo Tollo, Gianni Filograsso and Sara Ghilardi

Potts game on graphs: static equilibria pp. 1-10

Andrey Leonidov

Addressing the economic and demographic complexity via a neural network approach: risk measures for reverse mortgages pp. 1-22

E. Lorenzo, G. Piscopo and M. Sibillo

Preconditioning meets biased compression for efficient distributed optimization pp. 1-22

Vitali Pirau, Aleksandr Beznosikov, Martin Takáč, Vladislav Matyukhin and Alexander Gasnikov

The Value of Shared Information for allocation of drivers in ride-hailing: a proof-of-concept study pp. 1-32

Gianfranco Liberona, David Salas and Léonard Niederhäusern

Exploring non-analytical affine jump-diffusion models for path-dependent interest rate derivatives pp. 1-32

Allan Jonathan da Silva and Jack Baczynski

Distributed continuous-time optimization for convex problems with coupling linear inequality constraints pp. 1-20

Oleg O. Khamisov

Distributional robustness, stochastic divergences, and the quadrangle of risk pp. 1-30

R. Tyrrell Rockafellar

A simplified Wiener–Hopf factorization method for pricing double barrier options under Lévy processes pp. 1-30

Oleg Kudryavtsev

Hybrid simplicial-randomized approximate stochastic dynamic programming for multireservoir optimization pp. 1-44

Luckny Zephyr, Bernard F. Lamond and Pascal Lang

Notes on random optimal control equilibrium problem via stochastic inverse variational inequalities pp. 1-21

Annamaria Barbagallo, Bruno Antonio Pansera and Massimiliano Ferrara

Multiple obnoxious facility location: the case of protected areas pp. 1-21

Malgorzata Miklas-Kalczynska and Pawel Kalczynski

Using interpolated implied volatility for analysing exogenous market changes pp. 1-21

Matúš Maciak and Sebastiano Vitali

Distributions and bootstrap for data-based stochastic programming pp. 1-21

Xiaotie Chen and David L. Woodruff

Editorial pp. 1-5

Panos Pardalos, Valery Kalyagin and Mario R. Guarracino

Nested Benders’s decomposition of capacity-planning problems for electricity systems with hydroelectric and renewable generation pp. 1-31

Kenjiro Yagi and Ramteen Sioshansi

Decentralized convex optimization on time-varying networks with application to Wasserstein barycenters pp. 1-31

Olga Yufereva, Michael Persiianov, Pavel Dvurechensky, Alexander Gasnikov and Dmitry Kovalev

A refinement of the gravity model for competitive facility location pp. 1-18

Zvi Drezner and Dawit Zerom

Reverse auctions with transportation and convex costs pp. 1-18

Benjamin Heymann and Alejandro Jofré

Analysis of weakly correlated nodes in market network pp. 1-18

Dmitry Semenov, Alexander Koldanov and Petr Koldanov

Approximate option pricing under a two-factor Heston–Kou stochastic volatility model pp. 1-28

Youssef El-Khatib, Zororo S. Makumbe and Josep Vives

Decentralized saddle-point problems with different constants of strong convexity and strong concavity pp. 1-41

Dmitry Metelev, Alexander Rogozin, Alexander Gasnikov and Dmitry Kovalev

A constrained swarm optimization algorithm for large-scale long-run investments using Sharpe ratio-based performance measures pp. 1-29

Massimiliano Kaucic, Filippo Piccotto and Gabriele Sbaiz

Implicitly normalized forecaster with clipping for linear and non-linear heavy-tailed multi-armed bandits pp. 1-29

Yuriy Dorn, Nikita Kornilov, Nikolay Kutuzov, Alexander Nazin, Eduard Gorbunov and Alexander Gasnikov

A financial trading system with optimized indicator setting, trading rule definition, and signal aggregation through Particle Swarm Optimization pp. 1-29

Marco Corazza, Claudio Pizzi and Andrea Marchioni

Volume 20, issue 1, 2023

Accelerated methods for weakly-quasi-convex optimization problems pp. 1-19

Sergey Guminov, Alexander Gasnikov and Ilya Kuruzov

Competitive facility location under attrition pp. 1-19

Zvi Drezner and Dawit Zerom

Enabling same-day delivery using a drone resupply model with transshipment points pp. 1-31

Mohammad Moshref-Javadi, Kristof P. Cauwenberghe, Brent A. McCunney and Ahmad Hemmati

Online decision making for trading wind energy pp. 1-31

Miguel Angel Muñoz, Pierre Pinson and Jalal Kazempour

Robust selective maintenance optimization of series–parallel mission-critical systems subject to maintenance quality uncertainty pp. 1-31

Hamzea Al-Jabouri, Ahmed Saif and Claver Diallo

Mathematical modeling for further improving task scheduling on Big Data systems pp. 1-18

Stavros Souravlas, Sofia Anastasiadou and Angelo Sifaleras

Adaptive evolutionary algorithms for portfolio selection problems pp. 1-38

Gianni Filograsso and Giacomo Tollo

A criterion space decomposition approach to generalized tri-objective tactical resource allocation pp. 1-28

Sunney Fotedar, Ann-Brith Strömberg, Torgny Almgren and Stefan Cedergren

A theoretical validation of the DDMRP reorder policy pp. 1-28

Daniela Favaretto, Alessandro Marin and Marco Tolotti

Using machine learning prediction models for quality control: a case study from the automotive industry pp. 1-28

Mohamed Kais Msakni, Anders Risan and Peter Schütz

Ellipsoidal buffered area under the curve maximization model with variable selection in credit risk estimation pp. 1-28

Katsuhiro Tanaka and Rei Yamamoto

Simplifying capacity planning for electricity systems with hydroelectric and renewable generation pp. 1-28

Kenjiro Yagi and Ramteen Sioshansi

Wrong Way Risk corrections to CVA in CIR reduced-form models pp. 1-28

Fabio Antonelli, Alessandro Ramponi and Sergio Scarlatti

Evaluating the role of waste-to-energy and cogeneration units in district heatings and electricity markets pp. 1-49

Elisabetta Allevi, Maria Elena Giuli, Ruth Domínguez and Giorgia Oggioni

Preference robust state-dependent distortion risk measure on act space and its application in optimal decision making pp. 1-51

Wei Wang and Huifu Xu

Why there is no need to use a big-M in linear bilevel optimization: a computational study of two ready-to-use approaches pp. 1-12

Thomas Kleinert and Martin Schmidt

Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint pp. 1-32

Alessandro Staino, Emilio Russo, Massimo Costabile and Arturo Leccadito

Using Lagrangian relaxation to locate hydrogen production facilities under uncertain demand: a case study from Norway pp. 1-32

Šárka Štádlerová, Sanjay Dominik Jena and Peter Schütz

Complementarity formulation of games with random payoffs pp. 1-32

Rossana Riccardi, Giorgia Oggioni, Elisabetta Allevi and Abdel Lisser

Solving linear multiplicative programs via branch-and-bound: a computational experience pp. 1-32

R. Cambini, R. Riccardi and D. Scopelliti

Gradient-free methods for non-smooth convex stochastic optimization with heavy-tailed noise on convex compact pp. 1-43

Nikita Kornilov, Alexander Gasnikov, Pavel Dvurechensky and Darina Dvinskikh

Non-smooth setting of stochastic decentralized convex optimization problem over time-varying Graphs pp. 1-55

Aleksandr Lobanov, Andrew Veprikov, Georgiy Konin, Aleksandr Beznosikov, Alexander Gasnikov and Dmitry Kovalev

Optimal allocation of demand response considering transmission system congestion pp. 1-22

Vinicius Neves Motta, Miguel F. Anjos and Michel Gendreau

A sustainable dynamic closed-loop supply chain network equilibrium for collectibles markets pp. 1-30

Georgia Fargetta and Laura R. M. Scrimali

On quasidifferentiable mathematical programs with equilibrium constraints pp. 1-20

Vivek Laha and Harsh Narayan Singh

Investment disputes and their explicit role in option market uncertainty and overall risk instability pp. 1-25

Zdenek Drabek, Miloš Kopa, Matúš Maciak, Michal Pešta and Sebastiano Vitali

Norm constrained minimum variance portfolios with short selling pp. 1-35

Vrinda Dhingra, Shiv Kumar Gupta and Amita Sharma

Flexible supply meets flexible demand: prosumer impact on strategic hydro operations pp. 1-35

Farzad Hassanzadeh Moghimi, Yihsu Chen and Afzal S. Siddiqui

Modularity in planted partition model pp. 1-15

Mikhail Koshelev

New criteria for existence of solutions for equilibrium problems pp. 1-16

Mircea Balaj, Marco Castellani and Massimiliano Giuli

Approximate variational inequalities and equilibria pp. 1-16

Giancarlo Bigi, Lorenzo Lampariello, Simone Sagratella and Valerio Giuseppe Sasso

Impact of public news sentiment on stock market index return and volatility pp. 1-36

Gianluca Anese, Marco Corazza, Michele Costola and Loriana Pelizzon

Integration of inventory control, maintenance policy, and quality control for selling products under warranty pp. 1-36

Ali Salmasnia, Soudabeh Hajihaji, Saeid Sharafi and Mohammad Reza Maleki

Hedging longevity risk in defined contribution pension schemes pp. 1-34

Ankush Agarwal, Christian-Oliver Ewald and Yongjie Wang

A fast Monte Carlo scheme for additive processes and option pricing pp. 1-34

Michele Azzone and Roberto Baviera

Renewable electricity capacity planning with uncertainty at multiple scales pp. 1-40

Michael C. Ferris and Andy Philpott

Multi-period power utility optimization under stock return predictability pp. 1-27

Taras Bodnar, Dmytro Ivasiuk, Nestor Parolya and Wolfgang Schmid

Solving a maritime inventory routing problem under uncertainty using optimization and simulation pp. 1-27

Jørgen Bjaarstad Nikolaisen, Sofie Smith Vågen and Peter Schütz

Implied volatility smoothing at COVID-19 times pp. 1-42

Sebastiano Vitali, Miloš Kopa and Gabriele Giana

Problem-driven scenario clustering in stochastic optimization pp. 1-33

Julien Keutchayan, Janosch Ortmann and Walter Rei

A bilevel approach to ESG multi-portfolio selection pp. 1-23

Francesco Cesarone, Lorenzo Lampariello, Davide Merolla, Jacopo Maria Ricci, Simone Sagratella and Valerio Giuseppe Sasso

Optimization of mixture models on time series networks encoded by visibility graphs: an analysis of the US electricity market pp. 1-23

Carlo Mari and Cristiano Baldassari

On efficiency and the Jain’s fairness index in integer assignment problems pp. 1-23

Nahid Rezaeinia, Julio C. Góez and Mario Guajardo

An ALNS-based matheuristic algorithm for a multi-product many-to-many maritime inventory routing problem pp. 1-23

Nooshin Heidari and Ahmad Hemmati

Wasserstein barycenter regression for estimating the joint dynamics of renewable and fossil fuel energy indices pp. 1-17

Maria Elena Giuli and Alessandro Spelta

Groundwater management and illegality in a differential-evolutionary framework pp. 1-17

Marta Biancardi, Gianluca Iannucci and Giovanni Villani

Projected solutions for finite-dimensional quasiequilibrium problems pp. 1-14

Marco Castellani, Massimiliano Giuli and Sara Latini

A topological approach for vector quasi-variational inequalities with set-valued functions pp. 1-13

Sonia and Ratna Dev Sarma